ABE BioComplexity Seminar

Details

Presenter:
Emmanuel Ajayi
Title:
Application of Biocomplexity Modeling to Market Risk Model Development, Analytics, and Validations
Bio:
Dr. Emmanuel Ajayi is currently a risk model developer (Assistant Vice President – Model/Analysis/Validation, Sr. Analyst) at Citibank NA in the DART – Market Risk Modeling Team. He earned a University of Florida’s Doctor of Philosophy (Ph.D.) with focus on modeling (ecological and biological) and agricultural structures in the Department of Agricultural & Biological Engineering. He also holds a University of Florida’s Herbert Wertheim College of Engineering Graduate Certificate in Biological Systems Modeling. As a graduate research assistant under Dr. Greg Kiker and the late Dr. Bucklin, he served as an adjunct lecturer and taught AOM3220 -Agricultural Construction & Maintenance (Fall2021).
Dr. Emmanuel Ajayi currently adapts and builds on his mathematical modeling and extensive quantitative experience with biological, ecological, sociological, and economic processes modeling and simulation to develop market risk models critical for quantifying the market risk exposures of Citi’s trading book and calculating regulatory capital; collaborates with other teams include Risk IT to implement new models, resolves production issues and enhance existing model implementation; calibrates model parameters, performs variance analysis to explain the changes in model output due to parameter updates; performs ongoing analysis of models, including back testing; models market risks associated with the cessation of the London Interbank Offered Rate (LIBOR transition); develops and maintains technical documentation; and supports various tasks in response to regulatory and internal risk management requirements in order to help safeguard assets by supporting market risk analytics projects.